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BSTP vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BSTP vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Buffer Step-Up Strategy ETF (BSTP) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSTP achieves a 4.83% return, which is significantly lower than DGRO's 9.19% return.


BSTP

1D
-0.74%
1M
-0.49%
YTD
4.83%
6M
4.35%
1Y
14.54%
3Y*
13.39%
5Y*
10Y*

DGRO

1D
0.32%
1M
0.80%
YTD
9.19%
6M
8.52%
1Y
22.22%
3Y*
16.92%
5Y*
11.00%
10Y*
13.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSTP vs. DGRO - Yearly Performance Comparison


2026 (YTD)2025202420232022
BSTP
Innovator Buffer Step-Up Strategy ETF
4.83%11.80%16.70%18.14%-5.05%
DGRO
iShares Core Dividend Growth ETF
9.19%15.69%16.62%10.47%-0.13%

Correlation

The correlation between BSTP and DGRO is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2022

0.82

The correlation between BSTP and DGRO shifts across timeframes, from 0.66 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BSTP vs. DGRO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSTP
BSTP Risk / Return Rank: 5858
Overall Rank
BSTP Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BSTP Sortino Ratio Rank: 5656
Sortino Ratio Rank
BSTP Omega Ratio Rank: 6060
Omega Ratio Rank
BSTP Calmar Ratio Rank: 5151
Calmar Ratio Rank
BSTP Martin Ratio Rank: 6666
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 7575
Overall Rank
DGRO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8181
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7575
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7171
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSTP vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Buffer Step-Up Strategy ETF (BSTP) and iShares Core Dividend Growth ETF (DGRO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BSTPDGRODifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.34

1.42

-0.09

Calmar ratioReturn relative to maximum drawdown

2.34

3.45

-1.11

Martin ratioReturn relative to average drawdown

11.17

13.31

-2.14

BSTP vs. DGRO - Sharpe Ratio Comparison

The current BSTP Sharpe Ratio is 1.76, which is comparable to the DGRO Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of BSTP and DGRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BSTP vs. DGRO - Drawdown Comparison

The maximum BSTP drawdown since its inception was -16.69%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for BSTP and DGRO.


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Drawdown Indicators


BSTPDGRODifference

Max Drawdown

Largest peak-to-trough decline

-16.69%

-35.10%

+18.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.23%

-6.47%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-13.69%

-14.03%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-19.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-1.48%

-0.90%

-0.58%

Average Drawdown

Average peak-to-trough decline

-3.49%

-3.43%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

1.67%

-0.36%

Volatility

BSTP vs. DGRO - Volatility Comparison

Innovator Buffer Step-Up Strategy ETF (BSTP) has a higher volatility of 2.92% compared to iShares Core Dividend Growth ETF (DGRO) at 2.63%. This indicates that BSTP's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSTPDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

2.63%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

6.61%

6.94%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

8.30%

9.53%

-1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.10%

13.80%

-1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.10%

16.60%

-4.50%

BSTP vs. DGRO - Expense Ratio Comparison

BSTP has a 0.89% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Dividends

BSTP vs. DGRO - Dividend Comparison

BSTP has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 1.97%.


PositionTTM20252024202320222021202020192018201720162015
BSTP
Innovator Buffer Step-Up Strategy ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
1.97%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%

Frequently Asked Questions


BSTP and DGRO have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BSTP has higher volatility (2.92%) compared to DGRO (2.63%). In terms of maximum drawdown, BSTP dropped -16.69% vs DGRO's -35.10%.

On 3-year performance, DGRO leads with 16.92% vs 13.39% for BSTP. On fees, DGRO is cheaper at 0.08% per year. On volatility, DGRO has been the lower-risk option at 2.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DGRO has performed better with a 16.92% return vs 13.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.89% for BSTP.

DGRO has the higher dividend yield at 1.97%, compared with 0.00% for BSTP.

BSTP is categorized as Options Trading, while DGRO is Large Cap Growth Equities. BSTP tracks S&P 500, while DGRO tracks Morningstar US Dividend Growth Index. They also come from different issuers: Innovator and iShares. Their fees differ too: 0.89% for BSTP and 0.08% for DGRO.

DGRO currently has the higher Sharpe Ratio (2.35 vs 1.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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